Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47444.81 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46046.82 Kr¶

PnL: ---------------------------------------> -841.75 Kr¶

DD now: ---------------------------------> -2.437 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:16:52.239106'

Anic Portfolio¶

Today¶

Return: 0.285 %¶

This Week¶

Total¶

Return: 55.222 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.130000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 -0.910000 783.600000 110.600000 16.430000 673.000000
SAAB B 8 -0.330000 3432.000000 55.000000 1.630000 3377.000000
Nordea Bank Abp 29 0.700000 3507.840000 53.840000 1.560000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.900000 393.300000 38.300000 10.790000 355.000000
Intrum 4 2.420000 558.000000 31.000000 5.880000 527.000000
Resurs Holding 22 1.110000 600.380000 26.380000 4.600000 573.999998
Corem Property Group B 59 0.200000 600.030000 23.030000 3.990000 576.999999
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
AcadeMedia 12 -0.870000 573.600000 16.600000 2.980000 557.000004
Boozt 12 -0.070000 1670.400000 16.400000 0.990000 1653.999996
Swedbank A 3 0.780000 580.350000 16.350000 2.900000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 0.920000 581.400000 11.400000 2.000000 570.000000
Coor Service Management Hold. 8 0.600000 538.800000 6.800000 1.280000 532.000000
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.080000 4.080000 1.660000 246.000000
Handelsbanken A 5 0.460000 542.500000 -3.500000 -0.640000 546.000000
Midsona B 63 0.780000 572.670000 -10.330000 -1.770000 582.999984
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
Essity B 2 0.150000 550.000000 -24.000000 -4.180000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.480000 2761.200000 -209.800000 -7.060000 2971.000006
OX2 18 0.630000 1427.400000 -236.600000 -14.220000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46016.210000 -872.360000 -2.49988% 46888.564618

Updated:¶

'2023-01-27 10:16:14.515649'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶